Quantitative Research Analyst
On-site · New York City, New York, United States
New York City, New York, United StatesOn-siteFull TimeMid LevelDoctorate Or Professional DegreeUnknown
Type
Full Time
Level
Mid Level
Education
Doctorate Or Professional Degree
Company size
Unknown
Job Summary
Quantitative Research Analyst role focusing on designing, implementing, and deploying high-frequency trading algorithms; exploring trading ideas by analyzing market data and market microstructure for patterns; creating tools to analyze data for patterns; developing, augmenting, and calibrating exchange simulators; requires a PhD and strong math/statistics background with experience in back-testing, simulation, PCA, and data mining; proficient in C++, MATLAB, and R.
Required Qualifications
- A PhD from a top-tier university
- 1-3 years of research experience in high-frequency trading
- A strong background in mathematics and statistics
- Proficiency in back-testing, simulation, and statistical techniques (auto-regression, auto-correlation, and Principal Component Analysis)
- Solid data-mining and analysis skills, including experience dealing with a large amount of data/tick data
- Familiarity with signal generation and statistical models
- Strong programming skills in C++, MATLAB, and R
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